+18,455.8%
COR vs NSC
+2,947.4%
+15,508.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.2% | -3.5% | +2.4% | -0.3% |
| 30D | +7.6% | +3.9% | +3.7% | +6.6% |
| 3M | +5.0% | -0.8% | +5.8% | +5.1% |
| 6M | +35.3% | +7.1% | +28.2% | +32.7% |
| YTD | +4.2% | +16.4% | -12.2% | -0.2% |
| 1Y | -3.4% | +16.9% | -20.3% | -7.6% |
| 3Y | +81.1% | +78.4% | +2.7% | +52.9% |
| 5Y | +195.8% | +33.1% | +162.7% | +166.0% |
| 10Y | +493.6% | +299.9% | +193.7% | +301.6% |
| All | +18,455.8% | +2,947.4% | +15,508.5% | +6,944.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling